+65.7%
RIOT vs AFL
+11.7%
+54.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +2.3% |
| 7D | +14.8% | +0.6% | +14.2% | +15.3% |
| 30D | +1.4% | -6.2% | +7.6% | -4.3% |
| 3M | -20.6% | +2.2% | -22.8% | -18.7% |
| 6M | +31.9% | +5.3% | +26.6% | +35.0% |
| YTD | +72.1% | +8.0% | +64.1% | +78.3% |
| 1Y | +65.7% | +10.2% | +55.4% | +75.0% |
| All | +65.7% | +11.7% | +54.0% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling